Bake potatoes until softened at 375 degrees, 15 - 30 minutes depending on size. Remove and let cool slighly. Cut potatoes in half lengthwise.
Gently scoop out the flesh and place in bowl. Reserve skins. Add sour cream, butter, cream, and salt and pepper. Stir until blended and taste to adjust seasoning. In medium skillet, cook bacon. Remove and drain most of the fat. Add shallots to remaining bacon fat and saute until light brown and slightly crispy. Remove with slotted spoon. Crumble bacon, and add to potato mixture. Add shallots and cheese and mix well. Add a scoop of potato mixture back into potato skins. Heat in oven for a couple of minutes until heated through. Serve warm.